Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51535.12 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48339.56 Kr¶

PnL: ---------------------------------------> -748.01 Kr¶

DD now: ---------------------------------> -0.788 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 13:19:51.980608'

Anic Portfolio¶

Today¶

Return: -0.7 %¶

This Week¶

Return: 8.433 %¶

Total¶

Return: 68.713 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -2.200000 764.800000 91.800000 13.640000 673.000000
Nordea Bank Abp 29 -0.380000 3521.760000 67.760000 1.960000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.070000 3424.800000 47.800000 1.420000 3377.000000
Swedbank A 3 3.200000 609.900000 45.900000 8.140000 564.000000
Resurs Holding 22 0.580000 612.480000 38.480000 6.700000 573.999998
AcadeMedia 12 0.040000 594.720000 37.720000 6.770000 557.000004
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.420000 381.500000 26.500000 7.460000 355.000000
Intrum 4 0.890000 544.200000 17.200000 3.260000 527.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 -1.440000 547.200000 4.200000 0.770000 543.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Securitas B 6 -1.490000 570.480000 0.480000 0.080000 570.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.910000 559.650000 -2.350000 -0.420000 562.000005
Coor Service Management Hold. 8 -0.380000 529.200000 -2.800000 -0.530000 532.000000
Corem Property Group B 59 -1.420000 573.190000 -3.810000 -0.660000 576.999999
Midsona B 63 -3.280000 575.820000 -7.180000 -1.230000 582.999984
Boozt 12 -0.510000 1636.800000 -17.200000 -1.040000 1653.999996
Essity B 2 -0.980000 544.600000 -29.400000 -5.120000 574.000000
Sampo Oyj SDB 7 -0.370000 3818.500000 -31.500000 -0.820000 3850.000000
CTEK 13 -2.160000 495.560000 -38.440000 -7.200000 533.999999
International Petroleum Corp. 5 -3.420000 551.000000 -43.570000 -7.330000 594.565215
Vivesto 1368 0.190000 568.810000 -44.190000 -7.210000 612.999432
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -0.430000 1774.300000 -214.700000 -10.790000 1989.000002
Axfood 15 0.000000 4045.500000 -254.500000 -5.920000 4300.000005
Ovzon 64 -2.780000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48339.560000 -748.010000 -0.78788% 49087.564636

Updated:¶

'2023-01-31 13:20:05.234591'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶